+149.9%
XLE vs CCEP
+148.1%
+1.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -12.0% | +2.6% | -14.6% | -12.4% |
| 30D | -2.7% | +15.1% | -17.9% | -4.9% |
| 3M | +6.6% | +7.3% | -0.7% | +5.3% |
| 6M | +9.5% | +23.4% | -13.9% | +5.5% |
| YTD | +40.6% | +29.4% | +11.1% | +33.4% |
| 1Y | +43.6% | +34.2% | +9.4% | +35.2% |
| 3Y | +58.1% | +108.4% | -50.3% | +34.2% |
| All | +149.9% | +148.1% | +1.8% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CCEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling